The quantile‐based classifier with variable‐wise parameters
Marco Berrettini et al.
What the paper says
Quantile‐based classifiers can classify high‐dimensional observations by minimizing a discrepancy of an observation to a class based on suitable quantiles of the within‐class distributions, corresponding to a unique percentage for all variables. The present work extends these classifiers by introducing a way to determine potentially different optimal percentages for different variables. Furthermore, a variable‐wise scale parameter is introduced. A simple greedy algorithm to estimate the parameters is proposed. Their consistency in a nonparametric setting is proved. Experiments using artificially generated and real data confirm the potential of the quantile‐based classifier with variable‐wise parameters.
2 citations
Evidence weight
Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40
| F · citation impact | 0.25 × 0.4 = 0.10 |
| M · momentum | 0.55 × 0.15 = 0.08 |
| V · venue signal | 0.50 × 0.05 = 0.03 |
| R · text relevance † | 0.50 × 0.4 = 0.20 |
† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.